+110.0%
JCI vs BROS
+7.7%
+102.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | +2.9% | -20.4% | +23.3% | +5.4% |
| 30D | -6.9% | -6.1% | -0.9% | -6.5% |
| 3M | -6.3% | -29.4% | +23.1% | -2.9% |
| 6M | +2.6% | -31.5% | +34.1% | +5.7% |
| YTD | +21.8% | -42.8% | +64.6% | +27.6% |
| 1Y | +19.6% | -37.5% | +57.1% | +23.8% |
| 3Y | +194.9% | +27.2% | +167.8% | +175.8% |
| 5Y | +108.1% | -47.0% | +155.1% | +98.8% |
| All | +110.0% | +7.7% | +102.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling